How to make that hair, coat & similar things animate automatically?
Here is a basic setup for using a cloth simulation.  It's really basic and uses all default settings. 

For the 'clothes' or 'mesh-hair' you would add a Cloth Modifier which you can add through the Physics tab.  I've indicated the button in the attached image below.

For objects that will affect the cloth shape, you can add a Collision Modifier which is also located in the Physics tab.  Just make sure that you have the proper object selected when you add each of the Modifiers(that isn't clear from the images ;)

 

Now make sure the Timeline is set to the first frame and start the animation.  You can use the Play button in the Timeline or press Alt+a to run the simulation.

Here is what this looks like when you run it.  



Stop the animation when it looks the way you would like it to. If you want to 'freeze' the Cloth sim, you can press the Apply button for the Cloth Modifier under the Modifiers tab.